I have this from time to time as well. I had it before I got pregnant and I think it might be a side effect of one of my medications. I try to make sure I put my hair in a ponytail, wear very light PJ's (I can't sleep nude), sleeveless tops, make sure I have nice threadcount "cool to the touch" sheets and a cotton pillow case. Try not to have anything that is flannel, or "t-shirt" material on the bed cause that seems to make me hotter when I sleep.
I also keep the upstairs at 68 degrees when we sleep. That seems to help a bit but even with that sometimes I still wake up all wet. I used to freak out thinking I had a fever and was trying to break it during my sleep but a quick temperature check disproved that.
I haven't found anything else that helps other than what I listed though... maybe other people have some better ideas.